Panel data econometrics continues to be a hot topic in econometrics and has experienced a
lot of growth over the last two decades. Micro-and Macro-panels are increasing in …

The nonlinear fixed‐effects model has two shortcomings, one practical and one
methodological. The practical obstacle relates to the difficulty of computing the MLE of the …

Resumen: Este trabajo examina los métodos existentes para el análisis con datos de panel
de modelos de elección binaria con efectos individuales, valorando sus ventajas e …

We consider the problem of estimation in a panel data sample selection model, where both
the selection and the regression equation of interest contain unobservable individual …

Many econometric models contain unknown functions as well as finite-dimensional
parameters. Examples of such unknown functions are the distribution function of an …

We detail the basic theory for models of discrete choice. This encompasses methods of
estimation and analysis of models with discrete dependent variables. Entry level theory is …

The nonlinear fixed effects model has two shortcomings, one practical, one methodological.
The practical obstacle relates to the difficulty of estimating nonlinear models with possibly …

In social and economic networks linked agents often share additional links in common.
There are two competing explanations for this phenomenon. First, agents may have a …

This paper considers the problem of identification and estimation in panel data sample
selection models with a binary selection rule, when the latent equations contain strictly …

The classical econometric approach to modelling has been to specify a model up to a finite-
dimensional parameter vector, and estimation and testing techniques have been widely …